Report on settlement fails to be made public on an annual basis
Table 1
No. | Details to be published | Format |
1. | Reporting period | ISO 8601 date in the format YYYY-MM-DD-YYYY-MM-DD |
2. | CSD Legal Entity Identifier | ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code |
3. | Securities settlement system operated by the CSD | Free text |
4. | Number of settlement instructions during the period covered by the report | Up to 20 numerical characters reported as whole numbers without decimals. |
5. | Value (EUR) of settlement instructions during the period covered by the report | Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. |
Data on failure to deliver securities | ||
6. | Number of settlement fails due to failure to deliver securities | Up to 20 numerical characters reported as whole numbers without decimals. |
7. | Value (EUR) of settlement fails due to failure to deliver securities | Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. |
8. | Rate of settlement fails based on volume of settlement instructions | Percentage value up to 2 decimal places. |
9. | Rate of settlement fails based on value of settlement instructions | Percentage value up to 2 decimal places. |
Data on failure to deliver cash | ||
10. | Number of settlement fails due to failure to deliver cash | Up to 20 numerical characters reported as whole numbers without decimals. |
11. | Value (EUR) of settlement fails due to failure to deliver cash | Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. |
12. | Rate of settlement fails based on volume of settlement instructions | Percentage value up to 2 decimal places. |
13. | Rate of settlement fails based on value (EUR) of settlement instructions | Percentage value up to 2 decimal places |
Data covering both settlement fails for lack of securities and lack of cash | ||
14. | Total number of settlement fails (covering both settlement fails for lack of securities and lack of cash) | Up to 20 numerical characters reported as whole numbers without decimals. |
15. | Total value (EUR) of settlement fails (covering both settlement fails for lack of securities and lack of cash) | Up to 20 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. |
16. | Rate of settlement fails based on volume of settlement instructions | Percentage value up to 2 decimals places |
17. | Rate of settlement fails based on value of settlement instructions | Up to 5 numerical characters including decimals. At least one character before and one character after the decimal mark shall be populated. The decimal mark is not counted as a numerical character. |
18. | Measures to improve settlement efficiency | Free text |